Skip to main content
Search
Get published
Explore Journals
Books
About
My account
Search all SpringerOpen articles
Search
Financial Innovation
About
Articles
Submission Guidelines
Submit manuscript
Table 4 Pseudo code for benchmark Black–Scholes implied volatility (
\(\sigma _{BMIV}\)
) calculations for Bitcoin call options
From:
Implied volatility estimation of bitcoin options and the stylized facts of option pricing
Back to article page